Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47656.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46261.76 Kr¶

PnL: ---------------------------------------> -626.81 Kr¶

DD now: ---------------------------------> -2.001 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:56:19.728358'

Anic Portfolio¶

This Week¶

Return: 0.259 %¶

Total¶

Return: 56.016 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.710000 3198.000000 227.000000 7.640000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.720000 3451.200000 74.200000 2.200000 3377.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.580000 602.800000 28.800000 5.020000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.350000 383.300000 28.300000 7.970000 355.000000
AcadeMedia 12 0.790000 583.920000 26.920000 4.830000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
FM Mattsson Mora Group B 50 -2.640000 2950.000000 23.000000 0.790000 2927.000000
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.940000 504.800000 13.800000 2.810000 491.000000
OEM International B 7 0.780000 540.400000 12.400000 2.350000 527.999997
Intrum 4 0.070000 536.600000 9.600000 1.820000 527.000000
HMS Networks 2 -0.640000 682.000000 9.000000 1.340000 673.000000
Coor Service Management Hold. 8 1.360000 537.200000 5.200000 0.980000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Boozt 12 1.990000 1657.200000 3.200000 0.190000 1653.999996
Swedbank A 3 0.720000 567.000000 3.000000 0.530000 564.000000
Essity B 2 0.840000 576.000000 2.000000 0.350000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 -0.020000 563.640000 -6.360000 -1.120000 570.000000
Karnov Group 9 1.910000 527.400000 -8.600000 -1.600000 536.000004
CTEK 13 1.380000 524.550000 -9.450000 -1.770000 533.999999
Nordea Bank Abp 29 0.470000 3437.080000 -16.920000 -0.490000 3453.999992
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Axfood 13 -0.500000 3623.100000 -132.900000 -3.540000 3756.000001
OX2 18 2.020000 1455.300000 -208.700000 -12.540000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46261.750000 -626.820000 -2.00128% 46888.564618

Updated:¶

'2023-01-20 13:55:57.209360'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶